On a Numerical Technique to Study Difference Schemes for Singularly Perturbed Parabolic Reaction-Diffusion Equations
Year: 2014
Author: G. Shishkin, L. Shishkina, J. L. Gracia, C. Clavero
International Journal of Numerical Analysis and Modeling, Vol. 11 (2014), Iss. 2 : pp. 412–426
Abstract
A new technique to study special difference schemes numerically for a Dirichlet problem on a rectangular domain (in $x$, $t$) is considered for a singularly perturbed parabolic reaction-diffusion equation with a perturbation parameter $\varepsilon$; $\varepsilon\in(0, 1]$. A well known difference scheme on a piecewise-uniform grid is used to solve the problem. Such a scheme converges $\varepsilon$-uniformly in the maximum norm at the rate $\mathcal{O}(N^{-2} ln^2 N + N^{-1}_0)$ as $N$, $N_0 \rightarrow ∞$, where $N+1$ and $N_0+1$ are the numbers of nodes in the spatial and time meshes, respectively; for $\varepsilon\geq m ln^{-1} N$ the scheme converges at the rate $\mathcal{O}(N^{-2} + N^{-1}_0)$. In this paper we elaborate a new approach based on the consideration of regularized errors in discrete solutions, i.e., total errors (with respect to both variables $x$ and $t$), and also fractional errors (in $x$ and in $t$) generated in the approximation of differential derivatives by grid derivatives. The regularized total errors agree well with known theoretical estimates for actual errors and their convergence rate orders. It is also shown that a "standard" approach based on the "fine grid technique" turns out inefficient for numerical study of difference schemes because this technique brings to large errors already when estimating the total actual error.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2014-IJNAM-535
International Journal of Numerical Analysis and Modeling, Vol. 11 (2014), Iss. 2 : pp. 412–426
Published online: 2014-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
Keywords: parabolic reaction-diffusion equation perturbation parameter boundary layer difference scheme piecewise-uniform grids $\varepsilon$-uniform convergence numerical experiments total error fractional errors regularized errors.